+155.2%
W vs TRGP
+863.3%
-708.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | -0.9% | +0.1% | -0.9% | -0.9% |
| 30D | -4.2% | +8.0% | -12.3% | -7.1% |
| 3M | +26.9% | +8.3% | +18.6% | +21.6% |
| 6M | +31.2% | +23.9% | +7.3% | +18.2% |
| YTD | -1.8% | +59.6% | -61.5% | -19.7% |
| 1Y | +9.3% | +79.4% | -70.1% | -14.8% |
| 3Y | +33.2% | +269.4% | -236.2% | -19.7% |
| 5Y | -62.4% | +641.6% | -704.1% | -81.8% |
| All | +155.2% | +863.3% | -708.0% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TRGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling